+1,018.6%
ILMN vs AEIS
+378.7%
+639.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.6% | +0.7% |
| 7D | -9.7% | -11.3% | +1.6% | -6.6% |
| 30D | -20.4% | -32.6% | +12.2% | -10.9% |
| 3M | +10.0% | -39.2% | +49.2% | +25.4% |
| 6M | +49.5% | -45.4% | +94.8% | +71.1% |
| YTD | +62.5% | -5.8% | +68.3% | +55.8% |
| 1Y | +76.0% | -10.0% | +86.0% | +70.7% |
| 3Y | +94.2% | +121.2% | -27.0% | +41.1% |
| 5Y | -46.3% | +110.6% | -157.0% | -60.8% |
| 10Y | +62.7% | +326.6% | -263.9% | -11.7% |
| All | +1,018.6% | +378.7% | +639.9% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling